-2.5%
NVTS vs SW
+26.7%
-29.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +9.8% |
| 7D | +1.5% | +2.3% | -0.8% | +1.0% |
| 30D | -23.8% | +6.8% | -30.6% | -25.3% |
| 3M | -30.6% | -5.2% | -25.4% | -29.4% |
| 6M | -48.4% | +7.4% | -55.8% | -50.4% |
| YTD | +20.6% | +17.4% | +3.2% | +12.1% |
| 1Y | -2.5% | +27.1% | -29.6% | -10.5% |
| All | -2.5% | +26.7% | -29.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling